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2009 (1)

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Making money on option of 3X finance
(2009-04-29 10:19:16)
DuetoFAZandFASalmostatthesameprice($8-8.5).
SellFAS7putat$0.75(HV:29,IV:179,Delta:-0.287).
SellFAZ7.5Putat$0.75(HV:29,IV:176,Delta:-0.3.4).
Using60%creditto
BuyFAZ10callat$0.85(HV:29,IV:192,Delta:0.425).
(TotalDelta:-0.202).
Worstcase:HavetobuyFAZat$6.85(assigned7.5put)atMayOEorrotatethepositiontoJune.
Bestcase:Makemoremoneyiffinancialhasabigdrop.[阅读全文]
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